+28.8%
RMBS vs USFD
+159.2%
-130.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.1% | +7.0% |
| 7D | -12.0% | +3.0% | -14.9% | -13.1% |
| 30D | -33.1% | +11.1% | -44.2% | -36.4% |
| 3M | -23.7% | -0.3% | -23.4% | -23.9% |
| 6M | -42.7% | +15.9% | -58.6% | -47.8% |
| YTD | -18.9% | +41.6% | -60.5% | -36.4% |
| 1Y | -30.0% | +49.4% | -79.4% | -47.4% |
| 3Y | +28.8% | +157.8% | -129.0% | -30.6% |
| All | +28.8% | +159.2% | -130.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling